market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.49% 90.75 % 91.20 % 500,000 500,000 500,000 500,000 456,699 CHF 458,949 CHF 99.38% 99.38%
19/11/2024 0.49% 91.05 % 91.50 % 500,000 500,000 500,000 500,000 455,822 CHF 458,072 CHF 99.37% 99.37%
18/11/2024 0.49% 91.95 % 92.40 % 500,000 500,000 500,000 500,000 460,882 CHF 463,132 CHF 98.95% 98.95%
15/11/2024 0.48% 92.65 % 93.10 % 500,000 500,000 500,000 500,000 465,040 CHF 467,290 CHF 99.37% 99.37%
14/11/2024 0.48% 94.90 % 95.40 % 500,000 500,000 500,000 500,000 472,943 CHF 475,240 CHF 99.37% 99.37%
13/11/2024 0.52% 95.10 % 95.60 % 500,000 500,000 500,000 500,000 475,912 CHF 478,386 CHF 65.04% 65.04%
12/11/2024 0.52% 95.00 % 95.50 % 500,000 500,000 500,000 500,000 475,900 CHF 478,400 CHF 99.16% 99.16%
11/11/2024 0.52% 95.95 % 96.45 % 500,000 500,000 500,000 500,000 479,607 CHF 482,107 CHF 99.38% 99.38%
08/11/2024 0.52% 95.00 % 95.50 % 500,000 500,000 500,000 500,000 476,535 CHF 479,035 CHF 99.38% 99.38%
07/11/2024 0.52% 96.05 % 96.55 % 500,000 500,000 500,000 500,000 479,531 CHF 482,031 CHF 98.56% 98.56%

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